-43.6%
SWKS vs ROIV
+378.2%
-421.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.2% | -5.0% | +0.3% |
| 7D | -6.2% | +5.3% | -11.5% | -7.0% |
| 30D | -1.5% | +11.9% | -13.4% | -3.3% |
| 3M | +23.0% | +10.7% | +12.3% | +20.3% |
| 6M | +27.6% | +34.9% | -7.3% | +20.8% |
| YTD | +32.3% | +79.2% | -46.9% | +19.1% |
| 1Y | +20.1% | +89.0% | -68.9% | +7.1% |
| 3Y | +0.6% | +337.3% | -336.7% | -21.7% |
| All | -43.6% | +378.2% | -421.8% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ROIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling